+725.3%
CAT vs URI
+1,374.0%
-648.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | URI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | +0.3% |
| 7D | -10.3% | -9.8% | -0.5% | -5.5% |
| 30D | -31.2% | +1.7% | -32.9% | -31.9% |
| 3M | -34.7% | -9.1% | -25.6% | -31.8% |
| 6M | -39.5% | +9.9% | -49.3% | -42.5% |
| YTD | -1.7% | +31.2% | -32.9% | -16.8% |
| 1Y | -1.1% | +25.9% | -27.1% | -14.6% |
| 3Y | +143.9% | +147.4% | -3.5% | +44.1% |
| 5Y | +194.8% | +179.7% | +15.0% | +57.8% |
| All | +725.3% | +1,374.0% | -648.7% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside URI.
Daily Out/Under-Performance
Portfolio return minus URI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × URI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded URI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling